mysql - ohlc(open,high,low and close) 两个日期范围之间不同时间的记录内部（1,5,15,60,120）分钟，1 天即使没有记录

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我有的

1.我的域“User_Order”

CREATE TABLE `user_order` (
  `id` bigint(20) NOT NULL AUTO_INCREMENT,
  `created_date` datetime DEFAULT NULL,
  `fees` decimal(19,2) NOT NULL,
  `instrument` varchar(255) NOT NULL,
  `is_limit_order` bit(1) NOT NULL,
  `market_id` bigint(20) NOT NULL,
  `order_id` varchar(255) NOT NULL,
  `order_status` varchar(255) NOT NULL,
  `order_type` varchar(255) NOT NULL,
  `price` decimal(20,8) NOT NULL,
  `quantity` decimal(20,8) NOT NULL,
  `remaining_quantity` decimal(20,8) NOT NULL,
  `updated_date` datetime DEFAULT NULL,
  `user_id` bigint(20) NOT NULL,
  PRIMARY KEY (`id`),
  UNIQUE KEY `UK_t5ah1x4wm9314qclf90dy0lyu` (`order_id`)
) ENGINE=InnoDB DEFAULT CHARSET=utf8;

2. 我的表中有以下记录。

| id | created_date        | fees   | instrument | is_limit_order | market_id | order_id         | order_status | order_type | price       | quantity   | remaining_quantity | updated_date        | user_id |
+----+---------------------+--------+------------+----------------+-----------+------------------+--------------+------------+-------------+------------+--------------------+---------------------+---------+
|  1 | 2017-09-15 05:08:57 | 0.0100 | INBTCINR   |               |         1 | 12:05:52-0000001 | EXECUTED     | BUY        | 10.00000000 | 2.00000000 |         0.00000000 | 2017-09-15 05:08:57 |       3 |
|  2 | 2017-09-15 05:09:34 | 0.0100 | INBTCINR   |               |         1 | 12:25:43-0000001 | EXECUTED     | SELL       | 10.00000000 | 2.00000000 |         0.00000000 | 2017-09-15 05:09:34 |       4 |
|  3 | 2017-09-15 05:11:18 | 0.0100 | INBTCINR   |               |         1 | 12:05:52-0000002 | CANCELLED    | BUY        |  2.00000000 | 1.00000000 |         1.00000000 | 2017-09-15 05:11:18 |       3 |
|  4 | 2017-09-15 05:12:43 | 0.0100 | INBTCINR   |               |         1 | 12:05:52-0000003 | EXECUTED     | BUY        |  4.00000000 | 2.00000000 |         0.00000000 | 2017-09-15 05:12:43 |       3 |
|  5 | 2017-09-15 05:23:10 | 0.0100 | INBTCINR   |               |         1 | 12:25:43-0000002 | EXECUTED     | SELL       |  4.00000000 | 2.00000000 |         0.00000000 | 2017-09-15 05:23:10 |       4 |
|  6 | 2017-09-15 08:34:17 | 0.0100 | INBTCINR   |               |         1 | 12:25:43-0000003 | OPEN         | BUY        |  2.00000000 | 1.00000000 |         1.00000000 | 2017-09-15 08:34:17 |       4 |
|  7 | 2017-09-15 08:36:32 | 0.0100 | INBTCINR   |               |         1 | 12:05:52-0000004 | CANCELLED    | SELL       |  1.00000000 | 2.00000000 |         2.00000000 | 2017-09-15 08:36:32 |       3 |
|  8 | 2017-09-15 09:24:22 | 0.0100 | INBTCINR   |               |         1 | 12:25:43-0000004 | OPEN         | BUY        |  2.00000000 | 1.00000000 |         1.00000000 | 2017-09-15 09:24:22 |       4 |
|  9 | 2017-09-15 09:30:19 | 0.0100 | INBTCINR   |               |         1 | 12:25:43-0000005 | OPEN         | BUY        |  1.00000000 | 2.00000000 |         2.00000000 | 2017-09-15 09:30:19 |       4 |
| 10 | 2017-09-15 09:32:10 | 0.0100 | INBTCINR   |               |         1 | 12:05:52-0000005 | CANCELLED    | SELL       |  1.00000000 | 2.00000000 |         2.00000000 | 2017-09-15 09:32:10 |       3 |
| 11 | 2017-09-15 10:02:57 | 0.0100 | INBTCINR   |               |         1 | 12:05:52-0000006 | OPEN         | SELL       |  2.00000000 | 4.00000000 |         4.00000000 | 2017-09-15 10:02:57 |       3 |
| 12 | 2017-09-15 10:16:19 | 0.0100 | INBTCINR   |               |         1 | 12:25:43-0000006 | OPEN         | BUY        |  4.00000000 | 2.00000000 |         2.00000000 | 2017-09-15 10:16:19 |       4 |

3. 我正在为每 5（300 秒）分钟间隔记录写下面的查询。
开始日期 = '2017-09-11 00:00:00' 结束日期 = '2017-09-15 23:59:59'

select  FROM_UNIXTIME(floor(min(UNIX_TIMESTAMP(created_date))/300)*300)
                 as timestampDate,
        sum(quantity) as volume,sum(price*quantity)/sum(quantity) as wavg_price,
        substring_index(min(concat('created_date','_',price)),
                '_',-1) as open,
        max(price) as high,
        min(price) as low,
        substring_index(max(concat ('created_date','_',price)),
                '_',-1) as 'close'
    from  user_order
    where  created_date between '2017-09-11 00:00:00' AND '2017-09-15 23:59:59'
    group by  floor(unix_timestamp(created_date)/300)
    order by  created_date;

上述查询的结果：-

 timestampDate       | volume     | wavg_price              | open        | high        | low         | close       |
+---------------------+------------+-------------------------+-------------+-------------+-------------+-------------+
| 2017-09-15 05:05:00 | 4.00000000 | 10.00000000000000000000 | 10.00000000 | 10.00000000 | 10.00000000 | 10.00000000 |
| 2017-09-15 05:10:00 | 3.00000000 |  3.33333333333333333333 | 2.00000000  |  4.00000000 |  2.00000000 | 4.00000000  |
| 2017-09-15 05:20:00 | 2.00000000 |  4.00000000000000000000 | 4.00000000  |  4.00000000 |  4.00000000 | 4.00000000  |
| 2017-09-15 08:30:00 | 1.00000000 |  2.00000000000000000000 | 2.00000000  |  2.00000000 |  2.00000000 | 2.00000000  |
| 2017-09-15 08:35:00 | 2.00000000 |  1.00000000000000000000 | 1.00000000  |  1.00000000 |  1.00000000 | 1.00000000  |
| 2017-09-15 09:20:00 | 1.00000000 |  2.00000000000000000000 | 2.00000000  |  2.00000000 |  2.00000000 | 2.00000000  |
| 2017-09-15 09:30:00 | 4.00000000 |  1.00000000000000000000 | 1.00000000  |  1.00000000 |  1.00000000 | 1.00000000  |
| 2017-09-15 10:00:00 | 4.00000000 |  2.00000000000000000000 | 2.00000000  |  2.00000000 |  2.00000000 | 2.00000000  |
| 2017-09-15 10:15:00 | 2.00000000 |  4.00000000000000000000 | 4.00000000  |  4.00000000 |  4.00000000 | 4.00000000  |
+---------------------+------------+-------------------------+-------------+-------------+-------------+-------------+

4. 上面的结果只给出表永久记录，即使我需要每个间隔的所有记录具有默认值或以前的记录值（打开、关闭、高、低及其时间戳）

预期输出：-
日期范围 = '2017-09-11 00:00:00' 和 '2017-09-15 23:59:59'

 timestampDate       | volume     | wavg_price              | open        | high        | low         | close       |
+---------------------+------------+-------------------------+-------------+-------------+-------------+-------------+
| 2017-09-11 00:05:00 | 4.00000000 | 10.00000000000000000000 | 10.00000000 | 10.00000000 | 10.00000000 | 10.00000000 |
| 2017-09-11 00:10:00 | 3.00000000 |  3.33333333333333333333 | 2.00000000  |  4.00000000 |  2.00000000 | 4.00000000  |
| 2017-09-11 00:15:00 | 2.00000000 |  4.00000000000000000000 | 4.00000000  |  4.00000000 |  4.00000000 | 4.00000000  |
................................................
.................................................
.................................................
| 2017-09-15 23:05:00 | 1.00000000 |  2.00000000000000000000 | 2.00000000  |  2.00000000 |  2.00000000 | 2.00000000  |
| 2017-09-15 23:10:00 | 1.00000000 |  2.00000000000000000000 | 2.00000000  |  2.00000000 |  2.00000000 | 2.00000000  |
..........................................................
..........................................................
..........................................................

| 2017-09-15 23:50:00 | 1.00000000 |  2.00000000000000000000 | 2.00000000  |  2.00000000 |  2.00000000 | 2.00000000  |
| 2017-09-15 23:55:00 | 1.00000000 |  2.00000000000000000000 | 2.00000000  |  2.00000000 |  2.00000000 | 2.00000000  |

我想要的是

即使我需要所有具有默认值或先前记录值（打开、关闭、高、低及其时间戳）的记录，对于每个间隔
情况，输出也只给出表持续记录 a)
这里，在 '2017-09-11 00 上没有记录:05:00'。在这种情况下，开、关、高、低值将设置为 0（零）。
案例b）
在这里，“2017-09-15 05:25:00”、“2017-09-15 05:30:00”等没有记录，但它位于“2017-09-”这两个记录之间15 05:20:00' 和 2017-09-15 08:30:00。在这种情况下，'2017-09-15 05:25:00' 的 ohlc 值应该是前一个日期时间（'2017-09-15 05:15:00'）设置的 ohlc 值。

谢谢

score 0 · Accepted Answer

要获取丢失的记录，您需要

使用所有需要的值创建一个额外的表
LEFT JOIN从额外的表到您已有的查询
NULLs对将显示在输出中的内容做一些事情。

如果您使用的是 MariaDB，则有一个方便的“序列”生成器。对于步骤 1。在 MySQL 中，我建议您预先构建一个表格，例如从 0 到一百万的数字，然后使用该表格创建 5 分钟的日期时间+ INTERVAL ... SECOND

mysql - ohlc(open,high,low and close) 两个日期范围之间不同时间的记录内部（1,5,15,60,120）分钟，1 天即使没有记录

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